Spatializing random measures: doubly indexed processes and the large deviation principle
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Publication:1807199
DOI10.1214/AOP/1022677264zbMATH Open0942.60016OpenAlexW1998850040MaRDI QIDQ1807199FDOQ1807199
Authors: Yanyan Li 
Publication date: 9 November 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677264
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- Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
- Uniform large deviation property of the empirical process of a Markov chain
Cited In (7)
- Large deviations for coarse grained processes
- A Note on the Extremal Index for Space-Time Processes
- Entropic projections and dominating points
- The theory of large deviations: from Boltzmann's 1877 calculation to equilibrium macrostates in 2D turbulence
- Additional invariants and statistical equilibria for the 2D Euler equations on a spherical domain
- Mesoscopic modeling for continuous spin lattice systems: model problems and micromagnetics applications
- Alternative statistical-mechanical descriptions of decaying two-dimensional turbulence in terms of “patches” and “points”
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